Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (Q3055165)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems |
scientific article |
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Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems (English)
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7 November 2010
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stochastic nonlinear complementarity problem
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recourse
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Monte Carlo method
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penalization
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convergence
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